+247.6%
FIS vs CHD
+3,583.1%
-3,335.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.5% | +6.6% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | -11.8% | +12.2% | -24.0% | -16.0% |
| 3M | -28.5% | +9.3% | -37.9% | -31.2% |
| 6M | -27.0% | +24.3% | -51.3% | -33.3% |
| YTD | -53.1% | +34.9% | -87.9% | -58.8% |
| 1Y | -52.8% | +32.7% | -85.4% | -58.2% |
| 3Y | -37.5% | +29.4% | -66.9% | -44.9% |
| 5Y | -71.1% | +31.7% | -102.8% | -75.1% |
| 10Y | -52.0% | +191.7% | -243.7% | -71.6% |
| All | +247.6% | +3,583.1% | -3,335.5% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling